VBL.NSE

10-Year Study

VBL.NSE · Unknown · Unknown · Common Stock

Executive Summary: VBL.NSE has compounded at 36.1% annually over the last 10 years, with a maximum drawdown of 70.1% and an annualized volatility of 88.7%.

1Y CAGR
-3.5%
3Y CAGR
+11.3%
5Y CAGR
+39.8%
10Y CAGR
+36.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +123.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -23.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.8172.5-70.119.9————————-6.0%
2025-15.9-18.823.8-3.1-8.8-3.914.2-6.7-8.95.82.51.7-23.1%
20243.510.0-0.75.9-3.614.2-3.2-4.81.0-1.43.92.829.3%
2023-13.313.56.64.317.2-5.30.212.05.1-3.921.611.987.5%
20221.94.5-0.415.1-2.512.211.717.51.00.519.15.8123.9%
2021-1.916.1-3.8-5.26.48.24.411.56.0-5.45.0-0.445.9%
20208.36.0-34.926.5-5.77.84.04.3-5.1-6.233.15.129.7%
20194.6-1.40.57.76.51.51.21.5-3.4-0.616.6-2.036.0%
20185.7-6.0-3.03.916.7-1.3-0.19.2-9.810.4-4.91.120.5%
20174.5-1.83.816.25.97.4-6.95.6-2.5-1.41.028.572.5%
2016———————————-13.4-13.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 88.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 23.5% of variance. Idiosyncratic stock-specific factors contribute 29.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-11-0110000
2016-12-018661.660654953366
2017-01-019049.73326913876
2017-02-018883.579345576902
2017-03-019217.02757032379
2017-04-0110705.589447183493
2017-05-0111338.34311115503
2017-06-0112173.666707240207
2017-07-0111339.480475891483
2017-08-0111976.9929944358
2017-09-0111677.367435997248
2017-10-0111509.258902176389
2017-11-0111624.76469354724
2017-12-0114941.223099440927
2018-01-0115797.782274343823
2018-02-0114846.300596913117
2018-03-0114395.720375188755
2018-04-0114959.520360485869
2018-05-0117457.156750854756
2018-06-0117236.43869558877
2018-07-0117213.569378947635
2018-08-0118799.616218489726
2018-09-0116953.6160063825
2018-10-0118715.86248702952
2018-11-0117795.72989591079
2018-12-0117998.801473663152
2019-01-0118831.7396166885
2019-02-0118565.57065882191
2019-03-0118653.908497425185
2019-04-0120094.914970311012
2019-05-0121408.569734468267
2019-06-0121725.21960931295
2019-07-0121990.248189556372
2019-08-0122330.394061479758
2019-09-0121565.028941789824
2019-10-0121428.539147642292
2019-11-0124989.310277920726
2019-12-0124484.826499905394
2020-01-0126506.226431693638
2020-02-0128095.698923435317
2020-03-0118294.51027936691
2020-04-0123135.500663437655
2020-05-0121825.911789907794
2020-06-0123529.41451174966
2020-07-0124467.54910101486
2020-08-0125514.363033567173
2020-09-0124207.44659055713
2020-10-0122702.92846563321
2020-11-0130208.169382081036
2020-12-0131756.02486957213
2021-01-0131151.09747411629
2021-02-0136155.173909847195
2021-03-0134768.51388760004
2021-04-0132952.011342915925
2021-05-0135066.65107999937
2021-06-0137938.74861557855
2021-07-0139613.1302808372
2021-08-0144186.9484157639
2021-09-0146829.45494468942
2021-10-0144312.16097492194
2021-11-0146508.594560654834
2021-12-0146344.256654562894
2022-01-0147207.70178206224
2022-02-0149328.48178227917
2022-03-0149109.36356986101
2022-04-0156530.79953577442
2022-05-0155119.5694223332
2022-06-0161866.688198763746
2022-07-0169078.1349990178
2022-08-0181132.50193728616
2022-09-0181920.96234012117
2022-10-0182301.45980387313
2022-11-0198047.04080292226
2022-12-01103758.43156348333
2023-01-0189927.11827026558
2023-02-01102048.16039162705
2023-03-01108814.75446780972
2023-04-01113459.64961332612
2023-05-01133027.73422482642
2023-06-01126013.07110774204
2023-07-01126303.52543900772
2023-08-01141443.87172815567
2023-09-01148708.7008552983
2023-10-01142906.2666838602
2023-11-01173758.19053254582
2023-12-01194499.1196345007
2024-01-01201339.34866209753
2024-02-01221482.7500183786
2024-03-01219925.97939908577
2024-04-01232836.6087429152
2024-05-01224550.54358502183
2024-06-01256451.5666408362
2024-07-01248252.03158951466
2024-08-01236410.80830930054
2024-09-01238749.89304252146
2024-10-01235383.05239168974
2024-11-01244617.23684543528
2024-12-01251429.6629543885
2025-01-01211362.3430135375
2025-02-01171708.5357491061
2025-03-01212504.34759553563
2025-04-01205880.96205088406
2025-05-01187775.24829199453
2025-06-01180515.93877332125
2025-07-01206179.93682579126
2025-08-01192378.01122963137
2025-09-01175219.3923851096
2025-10-01185467.1721888863
2025-11-01190166.5403262836
2025-12-01193444.25978796507
2026-01-01186099.0227400638
2026-02-01507058.1330466672
2026-03-01151683.0467274627
2026-04-01181814.30012449247
Annual Return Matrix
YearAnnual Return
20170.7249836601364026
20180.20464043364272055
20190.3603587180920327
20200.29696752679439387
20210.4593846945550435
20221.2388627858867087
20230.8745379696251361
20240.2927033470736047
2025-0.23062276139208948
2026-0.06012046920503222
Total Factor Risk
0.8867726187383596
VTI.US Exposure
0.028334540096741162
VEA.US Exposure
0.23505395471466434
VWO.US Exposure
-0.019090817204233567
QQQ.US Exposure
0.015138729425866448
VTV.US Exposure
0.04107262182937377
IJR.US Exposure
-0.0007452944664796482
QUAL.US Exposure
0.07620563288083386
SHV.US Exposure
0.011585442365854182
TLT.US Exposure
0.08491783387310112
LQD.US Exposure
0.02305694475953457
HYG.US Exposure
0.005725421571248685
GLD.US Exposure
0.05832851838027623
USO.US Exposure
0.02670481261733598
VNQ.US Exposure
0.027801902630022027
BTC-USD.CC Exposure
0.0016044064253150213
CPER.US Exposure
-0.003751585844110346
VIX.INDX Exposure
0.006448126956893661
UUP.US Exposure
0.08402788675838921
TIP.US Exposure
0.0025833941012239304
Idiosyncratic Exposure
0.2949975281281494
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
88.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
64.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VBL.NSE a high-risk investment?

VBL.NSE (VBL.NSE) has an annualized volatility of 88.7% and experienced a maximum drawdown of 70.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of VBL.NSE?

Over the past 10 years, VBL.NSE has generated a Compound Annual Growth Rate (CAGR) of 36.1%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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